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I'm thinking about the best practices here. I've got a futures continuous universe set up. It rolls over nicely to the next contract and all is well.
However, I have an ADX indicator (which has some moving averages within it) attached to that futures contract.
Considering I already have the SetContract working well (it's mapping to OpenInterest), is it best to reset the ADX values on contract change as well or something else? All I have it doing right now is updating to the new contract… but that is starting to make me think I'm going to get some issues.
Thanks in advance
Derek Melchin
Hi Echoes,
If we apply the indicator to the continuous contract prices, we don't need to reset the indicator when the contract rolls over. The indicator will just continue to reflect the prices of the continuous contract.
We would only need to reset the indicator if we were applying the indicator to a specific contract and then we switch to a new contract after the rollover.
Best,
Derek Melchin
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